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This is a textbook for postgraduate students and researchers on the theory of asset pricing and portfolio selection in multi-period settings under uncertainty. The asset pricing results are based on three increasingly restrictive assumptions: absence of arbitrage, single-agent optimality and equilibrium. These results are unified with two key concepts, state-prices and martingales. Technicalities are given relatively little emphasis so as to draw connections between these concepts and to make plain that the similarities between discrete and continuous-time models are based on Brownian motion. Examples include the Black-Scholes option pricing model, Lucas' single-agent Markov asset pricing model, Merton's problem of optimal portfolio and consumption choice in a continuous-time setting, the Harrison-Kreps theory of equivalent martingale measures, Breeden's consumption-based capital asset pricing model, and the term structure model of Cox, Ingersoll and Ross. Numerical solution techniques include "binomial" methods, Monte Carlo simulation and finite-difference methods for solving partial differential equations. Each chapter provides extensive problem exercises and notes to the literature.
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Dynamic Asset Pricing Theory
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Dynamic Asset Pricing Theory: First Edition
Editore:
Princeton University Press 08.1992., 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
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hardcover. Condizione: Gut. Auflage: 1st Edition. 316 Seiten Schutzumschlag vorhanden, kleine Macken, Seiten sehr sauber, erste Seite leicht fleckig von nachgedunkelt, LL-3-2-6 Wir akzeptieren nur Vorkasse. Sprache: Englisch Gewicht in Gramm: 655. Codice articolo 97918
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Dynamic Asset Pricing Theory: First Edition
Editore:
Princeton University Press, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
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Condizione: Very Good. Most items will be dispatched the same or the next working day. A copy that has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo wbs5298957625
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Dynamic Asset Pricing Theory: First Edition
Editore:
Princeton University Press, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
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Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:9780691043029. Codice articolo 9866374
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Dynamic Asset Pricing Theory: First Edition
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Princeton University Press, United States, New Jersey, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
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Da: WorldofBooks, Goring-By-Sea, WS, Regno Unito
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Paperback. Condizione: Very Good. This is a textbook for postgraduate students and researchers on the theory of asset pricing and portfolio selection in multi-period settings under uncertainty. The asset pricing results are based on three increasingly restrictive assumptions: absence of arbitrage, single-agent optimality and equilibrium. These results are unified with two key concepts, state-prices and martingales. Technicalities are given relatively little emphasis so as to draw connections between these concepts and to make plain that the similarities between discrete and continuous-time models are based on Brownian motion. Examples include the Black-Scholes option pricing model, Lucas' single-agent Markov asset pricing model, Merton's problem of optimal portfolio and consumption choice in a continuous-time setting, the Harrison-Kreps theory of equivalent martingale measures, Breeden's consumption-based capital asset pricing model, and the term structure model of Cox, Ingersoll and Ross. Numerical solution techniques include "binomial" methods, Monte Carlo simulation and finite-difference methods for solving partial differential equations. Each chapter provides extensive problem exercises and notes to the literature. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR004780902
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Dynamic Asset Pricing Theory: First Edition
Editore:
Princeton University Press, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
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hardcover. Condizione: Good. Codice articolo mon0003625607
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Dynamic Asset Pricing Theory
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Princeton University Press 01.04.1992., 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
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Da: NEPO UG, Rüsselsheim am Main, Germania
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Condizione: Gut. Auflage: 1st Edition. 316 Seiten ex Library Book aus einer wissenschafltichen Bibliothek Ohne Schutzumschlag Sprache: Englisch Gewicht in Gramm: 969 23,1 x 16,3 x 3,3 cm, Gebundene Ausgabe. Codice articolo 382664
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Dynamic Asset Pricing Theory
Editore:
Princeton University Press 01.04.1992., 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
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Da: NEPO UG, Rüsselsheim am Main, Germania
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Condizione: Gut. Auflage: 1st Edition. 316 Seiten ex Library Book aus einer wissenschafltichen Bibliothek Sprache: Englisch Gewicht in Gramm: 969 23,1 x 16,3 x 3,3 cm, Gebundene Ausgabe. Codice articolo 380182
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Dynamic Asset Pricing Theory
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Princeton University Press, Princeton, NJ, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
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Da: Black Cat Hill Books, Oregon City, OR, U.S.A.
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Hardcover. Condizione: Near Fine. Condizione sovraccoperta: Near Fine. First Edition; First Printing. First Edition (1992) First Printing indicated by a complete numerical sequence. Near Fine in a Very Near Fine DJ: The book shows only mild shelf-rubbing to the lower exremities with very light crimp to the heel of the backstrip; else flawless; the binding is square and secure; the text is clean. Free of creased or dog-eared pages in the text. Free of underlining hi-lighting notations or marginalia. Free of any ownership names dates addresses notations inscriptions stamps plates or labels. A handsome nearly-new copy structurally sound and tightly bound showing mild wear only. Bright and Clean. Corners sharp. Very close to 'As New'. The DJ shows only the mildest rubbing to the panels; else flawless; unclipped; mylar-protected. Attractive and intact. Very close to 'As New'. NOT a Remainder Book-Club or Ex-Library. 8vo (9.5 x 6.5 x 1 inches) . Language: English. Weight: 24 ounces. Hardcover with DJ; Large 8vo 9" - 10" tall; xvi, 299 pages. Codice articolo 58597
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Dynamic Asset Pricing Theory
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Hardcover. Condizione: New. Codice articolo Abebooks124763
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Dynamic Asset Pricing Theory: First Edition
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Princeton University Press, 1992
ISBN 10: 0691043027
ISBN 13: 9780691043029
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Hardcover. Condizione: As New. 1st Edition. First Printing. Codice articolo 1009920703
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